Do Structural Breaks Affect Portfolio Designs and Hedging Strategies? International Evidence from Stock-Commodity Markets Linkages
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More about this item
Keywords
Volatility Spillovers; Structural Breaks; Portfolio Designs and Hedging;All these keywords.
JEL classification:
- F3 - International Economics - - International Finance
- F15 - International Economics - - Trade - - - Economic Integration
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
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